Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47772.51 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46377.55 Kr¶

PnL: ---------------------------------------> -511.02 Kr¶

DD now: ---------------------------------> -1.763 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:59:20.688344'

Anic Portfolio¶

Today¶

Return: -0.44 %¶

This Week¶

Return: -0.293 %¶

Total¶

Return: 56.395 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.490000 2824.500000 188.500000 7.150000 2636.000010
Beijer Electronics Group 26 -2.760000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 -1.120000 625.990000 48.990000 8.490000 576.999999
AcadeMedia 12 0.500000 605.400000 48.400000 8.690000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.230000 396.100000 41.100000 11.580000 355.000000
Boozt 12 0.360000 1694.400000 40.400000 2.440000 1653.999996
HMS Networks 2 -1.170000 708.800000 35.800000 5.320000 673.000000
Resurs Holding 22 0.840000 608.740000 34.740000 6.050000 573.999998
MedCap 2 -2.580000 453.000000 32.000000 7.600000 421.000000
SAAB B 8 0.070000 3405.600000 28.600000 0.850000 3377.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.060000 565.120000 22.120000 4.070000 543.000000
Intrum 4 0.000000 546.400000 19.400000 3.680000 527.000000
Securitas B 6 1.510000 588.720000 18.720000 3.280000 570.000000
Swedbank A 3 2.190000 580.950000 16.950000 3.010000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.640000 541.100000 13.100000 2.480000 527.999997
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
Nordea Bank Abp 29 0.540000 3462.600000 8.600000 0.250000 3453.999992
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.770000 250.800000 4.800000 1.950000 246.000000
Handelsbanken A 5 0.370000 548.000000 2.000000 0.370000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -0.710000 559.200000 -14.800000 -2.580000 574.000000
CTEK 13 -3.270000 519.090000 -14.910000 -2.790000 533.999999
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 -2.700000 559.500000 -35.070000 -5.900000 594.565215
Vivesto 1368 1.290000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 -1.630000 3601.000000 -155.000000 -4.130000 3756.000001
OX2 18 0.000000 1440.000000 -224.000000 -13.460000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -2.320000 2844.400000 -517.600000 -15.400000 3361.999992
TOTAL 46377.550000 -511.020000 -1.76307% 46888.564618

Updated:¶

'2023-01-24 16:59:33.540036'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶